+132.4%
IBM vs APH
+1,060.9%
-928.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | +5.0% | -5.3% | -2.0% |
| 30D | +0.3% | -3.9% | +4.2% | +1.4% |
| 3M | -21.6% | +13.0% | -34.6% | -26.4% |
| 6M | -4.7% | +25.2% | -29.8% | -15.0% |
| YTD | -19.1% | +22.9% | -42.0% | -28.7% |
| 1Y | -2.5% | +47.8% | -50.3% | -21.6% |
| 3Y | +74.2% | +283.0% | -208.9% | -16.7% |
| 5Y | +113.1% | +349.7% | -236.5% | -9.2% |
| All | +132.4% | +1,060.9% | -928.5% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling